The devs actually thought of this issue. You just have to know where to change the settings of the game.
You can become anonymous, which removes the information about your current location from the 'Fellowing' menu. Just check the box in the upper left corner, and you are good.
After this, I would go to a stablemaster in Bree/Michel Delving/Thorins Hall, and choose to travel per fast travel to another area. It is cheap, and they cannot see where you are going, so they cannot follow you any longer.
Also, I would go into Options, Social Options, and remove the checkmark from 'Enable Involuntary Emotes'. This will discourage the person who obviously had too many leftovers from the Fall Festival and no decent upbringing.
Greetings, Polymachos
Räuberhöhle auf Belegaer, Breelandsiedlung, Ochsbott, Lange Straße 5. Vorsicht, Fallen!
Awkward Anomalities Arena in Breeland Homesteads, 6 Long Street, Ersward (Landroval) - Elderslade under attack!
Scared people tend to follow the flock, no matter which shepherd it has